0 very conservative

Asset Allocation

Position	Category/Sector	Target Weight
IAU iShares Gold Trust	Gold, Precious Metals	20%
VEU Vanguard FTSE All-World ex-US ETF	Foreign Large Cap Equities	20%
VOO Vanguard S&P 500 ETF	S&P 500	10%
VGSH Vanguard Short-Term Treasury ETF	Government Bonds, Short-Term Bond	8.50%
VGLT Vanguard Long-Term Treasury ETF	Government Bonds, Long-Term Bond	8.50%
VGIT Vanguard Intermediate-Term Treasury ETF	Government Bonds	8%
QQQ Invesco QQQ ETF	Nasdaq-100	8%
SCHP Schwab U.S. TIPS ETF	Inflation-Protected Bonds	5%
XLU State Street Utilities Select Sector SPDR ETF	Utilities Equities	4%
XLP State Street Consumer Staples Select Sector SPDR ETF	Consumer Staples Equities	4%
XLV State Street Health Care Select Sector SPDR ETF	Health & Biotech Equities	4%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 0 very conservative, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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Returns By Period

As of Jun 9, 2026, the 0 very conservative returned 5.24% Year-To-Date and 9.55% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio 0 very conservative	0.26%	-2.04%	5.24%	6.43%	19.61%	15.93%	8.75%	9.55%
Portfolio components:
IAU iShares Gold Trust	0.20%	-8.43%	0.26%	3.08%	30.27%	29.88%	17.71%	12.71%
QQQ Invesco QQQ ETF	1.56%	0.68%	16.71%	15.00%	35.78%	27.15%	16.98%	21.59%
SCHP Schwab U.S. TIPS ETF	-0.19%	-0.89%	0.96%	0.95%	4.80%	3.84%	1.02%	2.53%
VEU Vanguard FTSE All-World ex-US ETF	0.90%	-1.72%	11.45%	13.84%	27.37%	18.27%	8.16%	9.86%
VGIT Vanguard Intermediate-Term Treasury ETF	-0.05%	-0.87%	-0.78%	-0.42%	3.55%	3.40%	-0.07%	1.16%
VGLT Vanguard Long-Term Treasury ETF	-0.40%	-1.25%	-1.16%	-1.18%	4.15%	-0.94%	-5.66%	-1.28%
VGSH Vanguard Short-Term Treasury ETF	0.00%	-0.20%	0.36%	0.76%	3.41%	4.14%	1.79%	1.71%
VOO Vanguard S&P 500 ETF	0.25%	0.24%	8.72%	8.77%	24.91%	21.45%	13.49%	15.35%
XLP State Street Consumer Staples Select Sector SPDR ETF	-0.44%	-1.32%	7.54%	8.22%	4.50%	7.23%	6.10%	7.21%
XLU State Street Utilities Select Sector SPDR ETF	-1.87%	-2.68%	2.66%	3.35%	10.26%	12.85%	9.10%	8.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 9, 2010, 0 very conservative's average daily return is +0.03%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2022 with a return of +7.0%, while the worst month was Sep 2022 at -6.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 0 very conservative closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +4.4%, while the worst single day was Mar 12, 2020 at -5.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.23%	4.10%	-6.28%	3.78%	1.90%	-2.14%							5.24%
2025	3.08%	1.54%	0.85%	1.63%	1.89%	2.33%	0.02%	2.60%	4.34%	2.03%	1.81%	0.42%	24.96%
2024	-0.34%	1.52%	3.49%	-1.58%	3.14%	0.84%	2.69%	2.29%	2.65%	-1.36%	0.89%	-2.36%	12.29%
2023	5.14%	-3.48%	4.70%	1.23%	-1.35%	1.87%	1.90%	-2.10%	-3.90%	-0.17%	5.69%	3.63%	13.29%
2022	-3.10%	-0.34%	0.72%	-5.08%	-0.50%	-4.09%	3.20%	-3.40%	-6.60%	1.83%	6.96%	-1.69%	-12.16%
2021	-1.14%	-1.59%	1.20%	2.97%	2.26%	-0.51%	1.72%	1.16%	-3.25%	2.85%	-0.87%	2.92%	7.73%

Benchmark Metrics

0 very conservative has an annualized alpha of 3.01%, beta of 0.42, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since September 09, 2010.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (48.23%) than losses (44.83%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.01% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.42 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 3.01%

Beta: 0.42

R²: 0.66

Upside Capture: 48.23%

Downside Capture: 44.83%

Expense Ratio

0 very conservative has an expense ratio of 0.09%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

IAU

iShares Gold Trust

QQQ

Invesco QQQ ETF

XLU

State Street Utilities Select Sector SPDR ETF

XLP

State Street Consumer Staples Select Sector SPDR ETF

XLV

State Street Health Care Select Sector SPDR ETF

VEU

Vanguard FTSE All-World ex-US ETF

VOO

Vanguard S&P 500 ETF

SCHP

Schwab U.S. TIPS ETF

VGSH

Vanguard Short-Term Treasury ETF

VGIT

Vanguard Intermediate-Term Treasury ETF

Return for Risk

Risk / Return Rank

0 very conservative ranks 36 for risk / return — below 36% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 0 very conservative and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.96	1.94	+0.02
Sortino ratioReturn per unit of downside risk	2.58	2.63	-0.04
Omega ratioGain probability vs. loss probability	1.37	1.35	+0.02
Calmar ratioReturn relative to maximum drawdown	2.32	2.59	-0.27
Martin ratioReturn relative to average drawdown	8.90	11.84	-2.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IAU iShares Gold Trust	33	1.14	1.52	1.23	1.52	3.80
QQQ Invesco QQQ ETF	69	2.15	2.77	1.38	3.00	11.43
SCHP Schwab U.S. TIPS ETF	49	1.47	2.23	1.26	2.50	7.59
VEU Vanguard FTSE All-World ex-US ETF	56	1.74	2.39	1.32	2.41	9.28
VGIT Vanguard Intermediate-Term Treasury ETF	31	1.08	1.64	1.19	1.26	3.66
VGLT Vanguard Long-Term Treasury ETF	17	0.48	0.75	1.08	0.60	1.53
VGSH Vanguard Short-Term Treasury ETF	88	2.69	4.44	1.57	3.88	15.29
VOO Vanguard S&P 500 ETF	69	2.08	2.80	1.38	2.81	12.97
XLP State Street Consumer Staples Select Sector SPDR ETF	15	0.36	0.60	1.07	0.47	0.91
XLU State Street Utilities Select Sector SPDR ETF	22	0.71	1.04	1.13	1.12	2.47

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

0 very conservative Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 1.96
5-Year: 0.91
10-Year: 1.04
All Time: 0.98

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 0 very conservative compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

0 very conservative provided a 2.19% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.19%	2.27%	2.28%	2.10%	1.97%	1.60%	1.45%	1.86%	1.91%	1.61%	1.68%	1.67%
Portfolio components:
IAU iShares Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SCHP Schwab U.S. TIPS ETF	4.01%	4.06%	2.99%	3.02%	7.19%	4.39%	1.11%	2.02%	2.26%	1.90%	1.38%	0.28%
VEU Vanguard FTSE All-World ex-US ETF	2.68%	3.09%	3.24%	3.32%	3.12%	3.08%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%
VGIT Vanguard Intermediate-Term Treasury ETF	3.88%	3.79%	3.67%	2.73%	1.74%	1.69%	2.23%	2.24%	2.05%	1.67%	1.69%	1.69%
VGLT Vanguard Long-Term Treasury ETF	4.64%	4.44%	4.33%	3.33%	2.84%	1.82%	2.15%	2.46%	2.71%	2.55%	2.69%	3.21%
VGSH Vanguard Short-Term Treasury ETF	3.88%	4.00%	4.18%	3.31%	1.15%	0.66%	1.74%	2.28%	1.79%	1.10%	0.84%	0.69%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
XLP State Street Consumer Staples Select Sector SPDR ETF	2.62%	2.75%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.52%
XLU State Street Utilities Select Sector SPDR ETF	2.73%	2.71%	2.96%	3.39%	2.92%	2.79%	3.14%	2.95%	3.33%	3.33%	3.41%	3.67%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the 0 very conservative. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 0 very conservative was 18.76%, occurring on Oct 14, 2022. Recovery took 325 trading sessions.

The current 0 very conservative drawdown is 3.01%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-18.76%Oct 2022	9mo 14d	1y 3mo	2y 29dJan 2022 - Feb 2024
COVID crash2020	-15.25%Mar 2020	29d	2mo 14d	3mo 13dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018	-8.93%Dec 2018	10mo 29d	2mo 27d	1y 1moJan 2018 - Mar 2019
2026 pullback2026	-8.49%Mar 2026	24d	—	3mo 9dMar 2026 - now
2016 pullback2016	-8.39%Jan 2016	8mo 26d	2mo 24d	11mo 20dApr 2015 - Apr 2016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 8.03, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.43	1.49	1.49	1.51	1.56

The portfolio has a diversification ratio of 1.56, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

0 very conservative correlation to the S&P 500 Index

0 very conservative has a 0.69 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (10Y) Calculated over the trailing 10-year period	0.75
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010	0.76

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while VGLT has the lowest at -0.23.

-0.23

-0.20

-0.13

-0.07

0.05

0.43

0.60

0.72

0.82

0.90

1.00

Portfolio Correlations

Correlation vs. 0 very conservative. VEU has the highest portfolio correlation at 0.83, while VGLT has the lowest at 0.11.

0.11

0.16

0.17

0.26

0.49

0.54

0.55

0.61

0.70

0.76

0.83

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	IAU	VGSH	SCHP	XLU	VGLT	VGIT	XLP	XLV	QQQ	VEU	VOO
IAU	1.00	0.30	0.33	0.13	0.24	0.32	0.05	0.03	0.04	0.20	0.05
VGSH	0.30	1.00	0.56	0.10	0.56	0.76	0.00	-0.08	-0.11	-0.05	-0.12
SCHP	0.33	0.56	1.00	0.13	0.75	0.76	0.01	-0.05	-0.05	-0.01	-0.07
XLU	0.13	0.10	0.13	1.00	0.08	0.10	0.59	0.43	0.29	0.36	0.43
VGLT	0.24	0.56	0.75	0.08	1.00	0.85	-0.08	-0.15	-0.17	-0.19	-0.23
VGIT	0.32	0.76	0.76	0.10	0.85	1.00	-0.05	-0.13	-0.16	-0.14	-0.20
XLP	0.05	0.00	0.01	0.59	-0.08	-0.05	1.00	0.61	0.45	0.51	0.60
XLV	0.03	-0.08	-0.05	0.43	-0.15	-0.13	0.61	1.00	0.61	0.61	0.72
QQQ	0.04	-0.11	-0.05	0.29	-0.17	-0.16	0.45	0.61	1.00	0.72	0.90
VEU	0.20	-0.05	-0.01	0.36	-0.19	-0.14	0.51	0.61	0.72	1.00	0.82
VOO	0.05	-0.12	-0.07	0.43	-0.23	-0.20	0.60	0.72	0.90	0.82	1.00

The correlation results are calculated based on daily price changes starting from Sep 9, 2010

Diversification Analysis

Find what 0 very conservative is missing

See which holdings overlap, where 0 very conservative is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification